E-mini NASDAQ-100 Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 4,621.75 4,633.50 11.75 0.3% 4,649.00
High 4,634.75 4,638.75 4.00 0.1% 4,686.00
Low 4,584.25 4,544.50 -39.75 -0.9% 4,544.50
Close 4,620.00 4,561.75 -58.25 -1.3% 4,561.75
Range 50.50 94.25 43.75 86.6% 141.50
ATR 63.35 65.56 2.21 3.5% 0.00
Volume 211,215 236,180 24,965 11.8% 1,078,735
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 4,864.50 4,807.25 4,613.50
R3 4,770.25 4,713.00 4,587.75
R2 4,676.00 4,676.00 4,579.00
R1 4,618.75 4,618.75 4,570.50 4,600.25
PP 4,581.75 4,581.75 4,581.75 4,572.50
S1 4,524.50 4,524.50 4,553.00 4,506.00
S2 4,487.50 4,487.50 4,544.50
S3 4,393.25 4,430.25 4,535.75
S4 4,299.00 4,336.00 4,510.00
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,022.00 4,933.25 4,639.50
R3 4,880.50 4,791.75 4,600.75
R2 4,739.00 4,739.00 4,587.75
R1 4,650.25 4,650.25 4,574.75 4,624.00
PP 4,597.50 4,597.50 4,597.50 4,584.25
S1 4,508.75 4,508.75 4,548.75 4,482.50
S2 4,456.00 4,456.00 4,535.75
S3 4,314.50 4,367.25 4,522.75
S4 4,173.00 4,225.75 4,484.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,686.00 4,544.50 141.50 3.1% 60.75 1.3% 12% False True 215,747
10 4,686.00 4,372.50 313.50 6.9% 62.75 1.4% 60% False False 201,221
20 4,686.00 4,331.75 354.25 7.8% 67.00 1.5% 65% False False 236,325
40 4,686.00 4,331.75 354.25 7.8% 58.50 1.3% 65% False False 170,583
60 4,686.00 4,331.75 354.25 7.8% 55.50 1.2% 65% False False 113,759
80 4,686.00 4,257.75 428.25 9.4% 52.75 1.2% 71% False False 85,336
100 4,686.00 4,253.50 432.50 9.5% 49.00 1.1% 71% False False 68,271
120 4,686.00 4,180.00 506.00 11.1% 41.75 0.9% 75% False False 56,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.13
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,039.25
2.618 4,885.50
1.618 4,791.25
1.000 4,733.00
0.618 4,697.00
HIGH 4,638.75
0.618 4,602.75
0.500 4,591.50
0.382 4,580.50
LOW 4,544.50
0.618 4,486.25
1.000 4,450.25
1.618 4,392.00
2.618 4,297.75
4.250 4,144.00
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 4,591.50 4,591.50
PP 4,581.75 4,581.75
S1 4,571.75 4,571.75

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These figures are updated between 7pm and 10pm EST after a trading day.

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